Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,207.1 |
1,213.4 |
6.3 |
0.5% |
1,205.2 |
High |
1,215.9 |
1,218.5 |
2.6 |
0.2% |
1,218.5 |
Low |
1,207.1 |
1,212.9 |
5.8 |
0.5% |
1,195.9 |
Close |
1,214.1 |
1,216.1 |
2.0 |
0.2% |
1,216.1 |
Range |
8.8 |
5.6 |
-3.2 |
-36.4% |
22.6 |
ATR |
20.9 |
19.8 |
-1.1 |
-5.2% |
0.0 |
Volume |
140 |
282 |
142 |
101.4% |
729 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.6 |
1,230.0 |
1,219.2 |
|
R3 |
1,227.0 |
1,224.4 |
1,217.6 |
|
R2 |
1,221.4 |
1,221.4 |
1,217.1 |
|
R1 |
1,218.8 |
1,218.8 |
1,216.6 |
1,220.1 |
PP |
1,215.8 |
1,215.8 |
1,215.8 |
1,216.5 |
S1 |
1,213.2 |
1,213.2 |
1,215.6 |
1,214.5 |
S2 |
1,210.2 |
1,210.2 |
1,215.1 |
|
S3 |
1,204.6 |
1,207.6 |
1,214.6 |
|
S4 |
1,199.0 |
1,202.0 |
1,213.0 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.0 |
1,269.6 |
1,228.5 |
|
R3 |
1,255.4 |
1,247.0 |
1,222.3 |
|
R2 |
1,232.8 |
1,232.8 |
1,220.2 |
|
R1 |
1,224.4 |
1,224.4 |
1,218.2 |
1,228.6 |
PP |
1,210.2 |
1,210.2 |
1,210.2 |
1,212.3 |
S1 |
1,201.8 |
1,201.8 |
1,214.0 |
1,206.0 |
S2 |
1,187.6 |
1,187.6 |
1,212.0 |
|
S3 |
1,165.0 |
1,179.2 |
1,209.9 |
|
S4 |
1,142.4 |
1,156.6 |
1,203.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.5 |
1,190.9 |
27.6 |
2.3% |
9.7 |
0.8% |
91% |
True |
False |
186 |
10 |
1,250.6 |
1,188.7 |
61.9 |
5.1% |
16.2 |
1.3% |
44% |
False |
False |
188 |
20 |
1,267.0 |
1,188.7 |
78.3 |
6.4% |
19.9 |
1.6% |
35% |
False |
False |
1,164 |
40 |
1,343.0 |
1,188.7 |
154.3 |
12.7% |
19.6 |
1.6% |
18% |
False |
False |
70,511 |
60 |
1,361.8 |
1,188.7 |
173.1 |
14.2% |
21.2 |
1.7% |
16% |
False |
False |
92,610 |
80 |
1,400.0 |
1,188.7 |
211.3 |
17.4% |
23.8 |
2.0% |
13% |
False |
False |
108,909 |
100 |
1,434.0 |
1,188.7 |
245.3 |
20.2% |
24.2 |
2.0% |
11% |
False |
False |
116,591 |
120 |
1,434.0 |
1,188.7 |
245.3 |
20.2% |
24.4 |
2.0% |
11% |
False |
False |
109,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.3 |
2.618 |
1,233.2 |
1.618 |
1,227.6 |
1.000 |
1,224.1 |
0.618 |
1,222.0 |
HIGH |
1,218.5 |
0.618 |
1,216.4 |
0.500 |
1,215.7 |
0.382 |
1,215.0 |
LOW |
1,212.9 |
0.618 |
1,209.4 |
1.000 |
1,207.3 |
1.618 |
1,203.8 |
2.618 |
1,198.2 |
4.250 |
1,189.1 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,216.0 |
1,213.4 |
PP |
1,215.8 |
1,210.8 |
S1 |
1,215.7 |
1,208.1 |
|